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MSTW vs. QYLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTW vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill MSTR WeeklyPay ETF (MSTW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

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MSTW vs. QYLE - Yearly Performance Comparison


Returns By Period


MSTW

1D
3.64%
1M
-5.24%
YTD
-22.66%
6M
-69.65%
1Y
3Y*
5Y*
10Y*

QYLE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTW vs. QYLE - Expense Ratio Comparison

MSTW has a 0.99% expense ratio, which is higher than QYLE's 0.61% expense ratio.


Return for Risk

MSTW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay ETF (MSTW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MSTW vs. QYLE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTWQYLEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

Dividends

MSTW vs. QYLE - Dividend Comparison

MSTW's dividend yield for the trailing twelve months is around 193.06%, while QYLE has not paid dividends to shareholders.


Drawdowns

MSTW vs. QYLE - Drawdown Comparison

The maximum MSTW drawdown since its inception was -81.85%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MSTW and QYLE.


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Drawdown Indicators


MSTWQYLEDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

0.00%

-81.85%

Current Drawdown

Current decline from peak

-77.90%

0.00%

-77.90%

Average Drawdown

Average peak-to-trough decline

-50.31%

0.00%

-50.31%

Volatility

MSTW vs. QYLE - Volatility Comparison


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Volatility by Period


MSTWQYLEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

89.87%

0.00%

+89.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.87%

0.00%

+89.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.87%

0.00%

+89.87%